PyDev not saving Ipython History between sessions

One feature I like about Ipython is that it saves the history between
sessions. The history isn't saved if you close Ipython with the corner
X, but if you type 'exit()' it is saved. This doesn't work when using
Ipython as the console in Pydev. Do I have something setup wrong? Is
there a different command than exit() I should use before closing a
session in PyDev. Is there a command to load the history when I start
a session?

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